-20.9%
FDS vs EPAM
-31.1%
+10.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +20.6% | -21.1% | -6.3% |
| 7D | +6.4% | +23.0% | -16.6% | -0.4% |
| 30D | +25.2% | +51.6% | -26.4% | +10.2% |
| 3M | +22.9% | +50.8% | -27.9% | +8.0% |
| 6M | +56.5% | +51.1% | +5.4% | +35.7% |
| YTD | +19.0% | -19.1% | +38.1% | +16.6% |
| 1Y | +32.7% | +3.0% | +29.7% | +25.1% |
| All | -20.9% | -31.1% | +10.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling